+136.5%
WMT vs IBM
+81.8%
+54.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +2.0% | +1.6% | +0.5% | +2.0% |
| 30D | +10.3% | +9.2% | +1.1% | +9.9% |
| 3M | +11.0% | +4.9% | +6.0% | +10.7% |
| 6M | -2.3% | +16.8% | -19.1% | -4.3% |
| YTD | +15.7% | -14.3% | +30.0% | +17.2% |
| 1Y | +26.0% | -16.7% | +42.7% | +28.1% |
| 3Y | +136.5% | +82.2% | +54.3% | +108.9% |
| All | +136.5% | +81.8% | +54.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling